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Ninjatarder Backtest of a Strategy


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It seems the Backtest in Ninjatrader 7 are all wrong. I've tested some strategy and I've seen the final resut is big different from reality.

 

I'll explain it better: Monday I've launched in RealMode a strategy and stopped at Friday. I got a final result. Today (Saturday) I start a backfill and the result is big different than the Real Mode.

 

Where am I wrong? it seems impossible this mistakes for a professional platform as NT. Have you also seen these differences?

 

PLS share your experiences regarding this issue.

 

 

NB: in Real Mode I 've used timeframe 5 min and/or Renko

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Was the result you got after the backfill better than real mode?

 

a few ideas :

are you basing the strategy on a higher time frame and/or larger renko bars?

are you using the open for entries?

Is your system redrawing?

 

Many thanks Orfiila for your replay,

 

I have take this strategy: https://www.sendspace.com/file/hkonpo

 

Whit this CS I've got in this week a quite positive return. But how you can see the backfill show a result big different

 

tested on FGBL 09-18 Renko 9 ………..defaut strategy parameter except: V1=25 ; Min Bar Required = 2

 

 

 

 

 

I am aware this strategy will most likely be a loser after a severe test ... but I do not understand the difference between backfill and realmode.

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You didn't mention how much slippage you're giving your trade entry signals in backtesting. If it's not to the level of what you observed in real-time, that's most likely the reason for the difference.

 

That won't give you better results with your current issue--you need to load a secondary data series, 1 tick data, and then when you use your enter (ex. EnterLongLimit), the BarsInProgress needs to be set to the 1 tick data series. This will give you pretty close to realistic.

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which indi u backtesting?

 

See post #6 (strategy not ind)

 

Update: related to post #12 I referred to what I sse in the chart the day after ...I have not talked about anybody backtest

 

I don't know how you cantrade with Ninjatrader but from what I find out it's a platform to throw in the trash

Edited by laser1000it
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